With the advent of the Internet of Things (IoT), short packet transmissions will dominate the future wireless communication. However, traditional coherent demodulation and channel estimation schemes require large pilot overhead, which may be highly inefficient for short packets in multipath fading scenarios. This paper proposes a novel pilot-free short packet structure based on the association of modulation on conjugate-reciprocal zeros (MOCZ) and tail-biting convolutional codes (TBCC), where a noncoherent demodulation and decoding scheme is designed without the channel state information (CSI) at the transceivers. We provide a construction method of constellation sets and demodulation rule for M-ary MOCZ. By deriving low complexity log-likelihood ratios (LLR) for M-ary MOCZ, we offer a reasonable balance between energy and bandwidth efficiency for joint coding and modulation scheme. Simulation results show that our proposed scheme can attain significant performance and throughput gains compared to the pilot-based coherent modulation scheme over multipath fading channels.